+161.0%
XLU vs PPL
+65.2%
+95.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.9% |
| 7D | +0.5% | -1.0% | +1.4% | +1.1% |
| 30D | +5.3% | +3.0% | +2.2% | +3.1% |
| 3M | +1.2% | +1.1% | +0.1% | +0.4% |
| 6M | -1.6% | -0.8% | -0.8% | -1.2% |
| YTD | +4.8% | +3.5% | +1.3% | +1.9% |
| 1Y | +0.5% | -0.9% | +1.4% | +0.6% |
| 3Y | +58.9% | +54.2% | +4.7% | +17.0% |
| 5Y | +52.7% | +46.3% | +6.4% | +16.1% |
| 10Y | +161.0% | +65.0% | +95.9% | +69.0% |
| All | +161.0% | +65.2% | +95.7% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling